Lady Gaga wasn’t deterred when the deejay at the “Saturday Night Live” after-party didn’t play her music. Kevin Gould, also known as DJ KevG, spun for the star-packed bash at 30 Rock. He told us, “Because she was the musical guest, I was told not to play her music. But Gaga came up to me and said, ‘Can you play my song?’ She got out her iPod, which had a new track on it, and asked me to play it. She was a little tipsy so it took us a while to figure out how to play it, so she asked us to play ‘Paparazzi’ while her manager helped us figure it out.” He added, “She had a lot of great energy, she was really sweet.” Monday night, hundreds of Gaga’s “Little Monsters” lined up outside Best Buy in Union Square to celebrate the pop diva’s new album launch. “Who are you guys waiting for?” one fashionista who was with us cluelessly asked the purple-haired, funkily dressed fans. “Condoleezza Rice,” yelled back a quick-witted security guard, drawing laughter from the crowd.